similar to: State space model

Displaying 20 results from an estimated 100 matches similar to: "State space model"

2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
Dear R users, When running the program below I receive the following error message: fit <- optim(parm, objective, yt = tyield, hessian = TRUE) Error in as.vector(data) : no method for coercing this S4 class to a vector I can't figure out what the problem is exactly. I imagine that it has something to do with "tyield" being a matrix. Any help on explaining what's going on
2006 Jul 24
1
Referring on the value of a counter in a loop
Dear all The following is a very basic and beginner's question on loops. Suppose you have data (say, 1000 cases) with two variables named "answer" (string) and "class" (numeric). The latter runs from 1 to 78 and categorizes the data. I need to create a file "answer_1.txt" for the cases with class==1, and so on, up to "answer_78.txt" I have been
2005 May 18
1
dse VAR models
Hi, Can anyone tell me how to construct a simple VAR(1) time series with two variables using the dse package? I would like to end up with two time series y_1t = \phi_11 y_1,t-1 + \phi_12 y_2,t-1 + e_1t y_2t = \phi_21 y_1,t-1 + \phi_22 y_2,t-1 + e_2t Best regards, Sam.
2011 Nov 22
1
Generate Simulation
Hallo everybody, I'm new in r and I"ll appreciate some help! I have a matrix of nrow=30 and ncoll=54,and I would like to generate 50 simulations with tha same size of the matrix!!!That is to say that I want to generate 50 matrices -for my 50 simulations - with the same dimensions! I took my 1st matrix according to the formula that I want to implement: D<-mean_m + U_i*mat_DELTA
2011 Dec 30
2
Joint modelling of survival data
Assume that we collect below data : - subjects = 20 males + 20 females, every single individual is independence, and difference events = 1, 2, 3... n covariates = 4 blood types A, B, AB, O http://r.789695.n4.nabble.com/file/n4245397/CodeCogsEqn.jpeg ?m = hazards rates for male ?n = hazards rates for female Wm = Wn x ?, frailty for males, where ? is the edge ratio of male compare to female Wn =
2003 Sep 04
1
title expressions
The officially sanctioned way to put the expression "lambda_1 = x" in a title is something like this: title(substitute(lambda[1] == lamb, list(lamb = x))) but suppose I have two lambdas and would like something like "lambda_1 = x_1 , lambda_2 = x_2" to appear. What then? Undoubtedly I'm missing something blindingly obvious with lists, but having tried several
2009 May 16
1
maxLik pakage
Hi all; I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error  in calling gradient  function; The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector  ‘h’ is
2000 May 03
0
Combinatorics for nonparametric tests
For some small sample sizes I would like to exemplify the combinatorics underlying certain nonparametric tests like Mann-Whitney-Wilcoxon, Kruskal-Wallis and Spearman's rank correlation. I have written a function all.perm which delivers all permutations of 1,2,...,n and which works reasonably well. This can be used to generate P(R=r) of Spearman's rank correlation:
2011 Jan 21
0
HHT-methodology
Hello R-experts, I wonder whether any of the R-packages cover the Hilbert-Huang Transform methodology (HHT)? Regards, Torbjorn -- Torbj?rn Lorentzen | torbjorn.lorentzen at bjerknes.uib.no |torbjorn.lorentzen at uni.no | http://www.bjerknes.uib.no/ Phone: +47 55 58 25 05 | Cellphone: +47 906 972 36 | Bjerknes Centre for Climate Research | Geophysical Institute | University of Bergen |
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
Dear R users, I am trying to carry out MLE of the time-varying CAPM using the FKF package. My approach so far has been to try and adapt the example given in the help file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model. When I attempt to run my R code (given below) I get the following error: Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, : Some of
2011 Jul 26
1
Optimal Code for subset of Integer Sets
Hi, I wanted to know if there existed an good implementation in R of the following classical subset Integers : $P_{n,m} = {k_1, \ldots, k_m \in \mathbb{N} : k_1 + \ldots + k_m = n }$ for any integers $m < n$. There is an obvious not optimal code which would be to run through $m$ sums and put a boolean condition to report if the integers respect these condition but it would take $m^n$
2011 Jun 02
4
generating random covariance matrices (with a uniform distribution of correlations)
List members, Via searches I've seen similar discussion of this topic but have not seen resolution of the particular issue I am experiencing. If my search on this topic failed, I apologize for the redundancy. I am attempting to generate random covariance matrices but would like the corresponding correlations to be uniformly distributed between -1 and 1. The approach I have been using is:
2006 Dec 11
3
installing xen over XEN
Hi all, what would be the best way to install windows xp pro over XEN. I guess its only possible with NFS,HHT OR FTP shares. Does anyone have idea about it? How to have these share so that i could have Windows xp as a guest OS over xen(FC6)? Thanks -- View this message in context: http://www.nabble.com/installing-xen-over-XEN-tf2794004.html#a7794684 Sent from the Xen - User mailing list archive
2005 Dec 09
1
O-ring statistic
Rainer M Krug writes: > Thorsten Wiegand used in his paper Wiegand T., and K. A. Moloney 2004. > Rings, circles and null-models for point pattern analysis in ecology. > Oikos 104: 209-229 a statistic he called O-Ring statistic which is > similar to Ripley's K, only that it uses rings instead of circles. > > http://www.oesa.ufz.de/towi/towi_programita.html#ring
2010 Oct 24
1
Optimize parameters of ODE Problem which is solved numeric
Hi, I have a data-matrix: > PID sato hrs fim health 214 3 4.376430 6.582958 5 193 6 4.361825 3.138525 6 8441 6 4.205771 3.835886 7 7525 6 4.284489 3.245139 6 6806 7 4.168926 2.821833 7 5682 7 1.788707 1.212653 7 5225 6 1.651463 1.436980 7 4845 6 1.692710 1.267359 4 4552 5 1.686448 1.220539 6
2009 Aug 31
4
Offtopic, HT vs. HH in coin flips
Dear R-help, Could someone please try to explain this paradox to me? What is more likely to show up first in a string of coin tosses, "Heads then Tails", or "Heads then Heads"? ##generate 2500 strings of random coin flips ht <- replicate(2500, paste(sample(c("H", "T"), 100, replace = TRUE), collapse =
2006 Jun 24
2
smoothing splines and degrees of freedom
Hi, If I set df=2 in my smooth.spline function, is that equivalent to running a linear regression through my data? It appears that df=# of data points gives the interpolating spline and that df = 2 gives the linear regression, but I just want to confirm this. Thank you, Steven
2004 Jul 12
6
proportions confidence intervals
Dear R users this may be a simple question - but i would appreciate any thoughts does anyone know how you would get one lower and one upper confidence interval for a set of data that consists of proportions. i.e. taking a usual confidence interval for normal data would result in the lower confidence interval being negative - which is not possible given the data (which is constrained between
2004 Dec 03
3
Computing the minimal polynomial or, at least, its degree
Hi, I would like to know whether there exist algorithms to compute the coefficients or, at least, the degree of the minimal polynomial of a square matrix A (over the field of complex numbers)? I don't know whether this would require symbolic computation. If not, has any of the algorithms been implemented in R? Thanks very much, Ravi. P.S. Just for the sake of completeness, a
2011 Jan 22
0
how to call BayesX in R to see the graph
Hi Everybody, please can you help me how to call BayesX in R in order to see the graph already exist in BayesX Thanks ---------- Forwarded message ---------- From: <r-help-request@r-project.org> Date: Sat, Jan 22, 2011 at 5:00 AM Subject: R-help Digest, Vol 95, Issue 22 To: r-help@r-project.org Send R-help mailing list submissions to r-help@r-project.org To subscribe or